I like to use git on cygwin, but the only downside I have is when I want to git difftool I cannot use anything useful. git diff is fine for me most of the time, but sometimes I'd like to use winmerge to view these diffs via git difftool is there some way to set this up?

The last option (prompt = false) is optional. You can omit it if you do want Git to prompt you before opening each diff.

Create a file named git-difftool-winmerge-wrapper.sh and place it in your path.
I just dropped it in my home directory. You can change the default Cygwin path to include your home directory by modifying the .bash_profile file (also in your home directory) and adding PATH=${PATH}:${HOME}